NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 14-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
48.35 |
47.13 |
-1.22 |
-2.5% |
50.92 |
High |
48.71 |
47.86 |
-0.85 |
-1.7% |
51.20 |
Low |
46.57 |
46.93 |
0.36 |
0.8% |
46.75 |
Close |
46.76 |
47.77 |
1.01 |
2.2% |
47.37 |
Range |
2.14 |
0.93 |
-1.21 |
-56.5% |
4.45 |
ATR |
1.83 |
1.78 |
-0.05 |
-2.8% |
0.00 |
Volume |
57,485 |
35,824 |
-21,661 |
-37.7% |
120,838 |
|
Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.31 |
49.97 |
48.28 |
|
R3 |
49.38 |
49.04 |
48.03 |
|
R2 |
48.45 |
48.45 |
47.94 |
|
R1 |
48.11 |
48.11 |
47.86 |
48.28 |
PP |
47.52 |
47.52 |
47.52 |
47.61 |
S1 |
47.18 |
47.18 |
47.68 |
47.35 |
S2 |
46.59 |
46.59 |
47.60 |
|
S3 |
45.66 |
46.25 |
47.51 |
|
S4 |
44.73 |
45.32 |
47.26 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.79 |
59.03 |
49.82 |
|
R3 |
57.34 |
54.58 |
48.59 |
|
R2 |
52.89 |
52.89 |
48.19 |
|
R1 |
50.13 |
50.13 |
47.78 |
49.29 |
PP |
48.44 |
48.44 |
48.44 |
48.02 |
S1 |
45.68 |
45.68 |
46.96 |
44.84 |
S2 |
43.99 |
43.99 |
46.55 |
|
S3 |
39.54 |
41.23 |
46.15 |
|
S4 |
35.09 |
36.78 |
44.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.06 |
46.54 |
2.52 |
5.3% |
1.52 |
3.2% |
49% |
False |
False |
45,421 |
10 |
51.39 |
46.54 |
4.85 |
10.2% |
1.87 |
3.9% |
25% |
False |
False |
37,486 |
20 |
52.00 |
46.54 |
5.46 |
11.4% |
1.85 |
3.9% |
23% |
False |
False |
30,416 |
40 |
53.39 |
46.54 |
6.85 |
14.3% |
1.49 |
3.1% |
18% |
False |
False |
22,723 |
60 |
53.39 |
43.72 |
9.67 |
20.2% |
1.47 |
3.1% |
42% |
False |
False |
20,241 |
80 |
53.39 |
39.40 |
13.99 |
29.3% |
1.41 |
3.0% |
60% |
False |
False |
17,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.81 |
2.618 |
50.29 |
1.618 |
49.36 |
1.000 |
48.79 |
0.618 |
48.43 |
HIGH |
47.86 |
0.618 |
47.50 |
0.500 |
47.40 |
0.382 |
47.29 |
LOW |
46.93 |
0.618 |
46.36 |
1.000 |
46.00 |
1.618 |
45.43 |
2.618 |
44.50 |
4.250 |
42.98 |
|
|
Fisher Pivots for day following 14-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
47.65 |
47.82 |
PP |
47.52 |
47.80 |
S1 |
47.40 |
47.79 |
|